Case Study: EIM Group achieves 80% faster simulations and halves development time with MathWorks

EIM Group Develops Quantitative Tools for Hedge Fund Portfolio Management

EIM Group, a fund‑of‑funds manager and global leader in the hedge fund industry, faced the challenge of assessing, monitoring, and forecasting complex hedge‑fund portfolio risks that defy traditional models. To run large Monte Carlo simulations (24,000 samples across 700 funds) and deliver easy‑to‑use tools for portfolio managers, EIM turned to MathWorks products—primarily MATLAB and its development and toolbox ecosystem—to build and deploy their quantitative models.

Using MathWorks' MATLAB plus MATLAB Compiler, Parallel Computing Toolbox/MATLAB Parallel Server, Optimization Toolbox, and Statistics and Machine Learning Toolbox, EIM built a compiled GUI application that runs nightly simulations in parallel across three dual‑processor servers. The solution cut simulation time from six hours to about 1.2 hours (≈80% reduction), halved development time versus C/Excel, and delivers P&L distributions, VaR, drawdowns, expected returns, optimized allocations (Omega ratio), and streamlined deployment for portfolio managers.

EIM Group

Stéphane Daul

EIM Group